+155.2%
TJX vs ESTC
+19.3%
+135.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.7% |
| 7D | -4.4% | -13.2% | +8.8% | -2.7% |
| 30D | -18.6% | +9.3% | -27.9% | -19.8% |
| 3M | -24.4% | +37.3% | -61.7% | -27.7% |
| 6M | -20.2% | +61.0% | -81.2% | -25.7% |
| YTD | -16.9% | +10.7% | -27.6% | -19.3% |
| 1Y | -8.5% | -7.2% | -1.3% | -9.4% |
| 3Y | +43.7% | +7.2% | +36.6% | +32.7% |
| 5Y | +97.3% | -47.7% | +145.0% | +93.3% |
| All | +155.2% | +19.3% | +135.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling